+1,379.1%
LSCC vs EL
+63.1%
+1,316.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.8% | +5.6% | +7.1% |
| 7D | +19.3% | +8.0% | +11.3% | +15.2% |
| 30D | -9.6% | +15.4% | -25.1% | -16.3% |
| 3M | -12.4% | +28.5% | -40.9% | -24.5% |
| 6M | -10.5% | +32.2% | -42.7% | -25.0% |
| YTD | +54.8% | +9.2% | +45.6% | +38.9% |
| 1Y | +79.4% | +30.8% | +48.6% | +45.5% |
| 3Y | +109.6% | +3.7% | +105.9% | +73.3% |
| 5Y | +40.4% | -64.8% | +105.1% | +123.9% |
| 10Y | +1,379.1% | +60.0% | +1,319.1% | +1,339.9% |
| All | +1,379.1% | +63.1% | +1,316.0% | +1,339.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling